مرکز منطقه ای اطلاع رساني علوم و فناوري - Causality in variance and the type of traders in crude oil futures

Title of article :

Causality in variance and the type of traders in crude oil futures

Author/Authors :

Ramaprasad Bhar، نويسنده , , Shigeyuki Hamori، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

527

To page :

539

Keywords :

Return–volume dynamics , Causality , GARCH model , Cross-correlation

Journal title :

Energy Economics

Serial Year :

2005

Journal title :

Energy Economics

Record number :

173930

Link To Document :